+33.3%
ACI vs LEN
+60.7%
-27.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.3% | -5.8% | +8.0% | +3.1% |
| 30D | +1.2% | +13.7% | -12.5% | -0.6% |
| 3M | +6.8% | -3.9% | +10.7% | +7.2% |
| 6M | -18.7% | -0.4% | -18.4% | -19.1% |
| YTD | -20.2% | -16.8% | -3.4% | -18.7% |
| 1Y | -23.7% | -29.5% | +5.8% | -20.5% |
| 3Y | -31.6% | -25.6% | -6.1% | -30.6% |
| 5Y | -42.8% | -13.2% | -29.5% | -45.0% |
| All | +33.3% | +60.7% | -27.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling